Related papers: Reflected Brownian motion in Weyl chambers
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…
We begin with the study of some properties of the radial Dunkl process associated to a reduced root system $R$. It is shown that this diffusion is the unique strong solution for all $t \geq 0$ of a SDE with singular drift. Then, we study…
We present a self-contained proof of the reflection principle for Brownian Motion.
This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…
A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…
The Airy processes describe spatial fluctuations in wide range of growth models, where each particular Airy process arising in each case depends on the geometry of the initial profile. We show how the coupling method, developed in the…
The gaps between the times, in a Weyl chamber, at which the sum of the increments of independent Brownian motions attains its maximum has a Dirichlet distribution.
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…
In this study, we conduct experimental investigations on the behavior of confined self-propelled particles within a circular arena, employing small commercial robots capable of locomotion, communication, and information processing. These…
Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$. More precisely, the particles branch at rate…
Reprocessing of X-ray pulsar radiation by the atmosphere of a companion in a binary system may result in reflected pulse radiation with a period of the pulses equal to the period of the pulsar under suitable conditions. In this paper the…
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.
We study a model for the translocation of proteins across membranes through a nanopore using a ratcheting mechanism. When the protein enters the nanopore it diffuses in and out of the pore according to a Brownian motion. Moreover, it is…
The dynamics of two Brownian particles trapped by two neighboring harmonic potentials in a linear shear flow is investigated. The positional correlation functions in this system are calculated analytically and analyzed as a function of the…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…